Efficient frontier

• Jun 27, 2026
• fixed-income

Mean-Variance Optimisation: Efficient Frontiers and Fixed Income Limits

Fixed Income Trading and Risk Management by Alexander Düring (ISBN 9781119756354)

Previous: Hedging | Next: Portfolio Rebalancing

Markowitz is the textbook default for portfolio choice. Chapter 37 walks it carefully, then shows where fixed income breaks the assumptions.

• Jan 22, 2019
• Book Reviews

Portfolio Theory, CAPM, and Arbitrage Pricing Explained Simply

The second half of Chapter 5 in Artificial Intelligence in Finance covers three theories that shaped how Wall Street thinks about investing. Mean-Variance Portfolio theory, the Capital Asset Pricing Model, and Arbitrage Pricing Theory. These ideas have been in every finance course since the 1960s. Hilpisch walks through them with actual Python code instead of just abstract math.